|Expenditure:||4 SWS (2/2/0)|
|Lecturers:||Mathias Kortke, Dr. Christian Scheunert|
|Examination:||Written examination (90 minutes)|
||Module Stochastic Signals and Systems (NES-12 09 01) of the master's program Nanoelectronic Systems|
|Lectures||Tue||5th DS||GÖR 127 (43 seats) and online materials|
|Tutorials||Wed||4th DS||GÖR 229 (43 seats) and online materials|
For adjournments see Table
The subject area "Stochastic Signals and Systems" includes general definitions and basic methodology that are required to describe dynamic processes in nature and engineering.
The student should recognize that physical and technical systems, especially in electrical/electronic engineering, automatic control, and information technology, can be investigated consistently and described mathematically by a unified point of view. This module focuses on methods for investigating static and dynamic systems under the influence of stochastic signals. For this purpose, the theory of the stochastic process is initially introduced, based on probability calculus. Methods for its mathematical description are presented.
The transfer of stochastic signals by abstract systems is elaborated mainly for nonlinear static systems (transformation of the probability density function) and for linear dynamic systems (transformation of the power density spectrum).
Basics of the theory of deterministic systems and probability calculus.
|1st part||Random variables and vectors||2nd part||Random processes|
|3rd part||Static systems|
|4th part||Dynamic systems|
|5th part||Noise analysis|
|6th part||Discrete time stochastic signals|
E-Learning supplementation to the lectures (OPAL):
Stochastic Signals and Systems
The following table contains the dates of the lectures (L) and tutorials (T) of the current semester as well as materials to them.
|Week||Date||DS||L||T||Comment / Material|
|41||12.10.2021||5th||X||Random variables: pp. 1 - 31|
|42||19.10.2021||5th||X||Random vectors: pp. 32 - 44|
|43||26.10.2021||5th||X||Random vectors: pp. 45 - 57|
Random vectors: pp. 58 - 60
Random processes: pp. 25 - 36
|45||09.11.2021||5th||X||Random processes: pp. 37 - 56|
|46||16.11.2021||5th||X||Random processes: pp. 57 - 77|
Random processes: pp. 78 - 87
Static systems: pp. 65 - 73
|48||30.11.2021||5th||X||Static systems: pp. 74 - 85|
|49||07.12.2021||5th||X||Static systems: pp. 86 - 104|
|50||14.12.2021||5th||X||Static systems: pp. 105 - 127|
|51||21.12.2021||online||X||Dynamic systems: pp. 91 - 110|
|2||11.01.2022||5th||X||Dynamic systems: pp. 111 - 151|
Dynamic systems: pp. 152 - 164
Noise analysis: pp. 115 - 127
|4||25.01.2022||5th||X||Noise analysis: pp. 128 - 156|
|5||01.02.2022||5th||X||Discrete time stochastic signals and systems: pp. 123 - 167|
The written examination will take place in the examination period of the semester.
Comments to the lectures and tutorials and questions to the exercises, please, send to: